Some results on quadratic credibility premium using the balanced loss function

DOI10.1108/ajms-08-2021-0192OpenAlexW4200172351MaRDI QIDQ6136963

Halim Zeghdoudi, Farouk Metiri, Unnamed Author

Publication date: 31 August 2023

Published in: Arab Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/ajms-08-2021-0192

zbMATH Keywords

loss functionparametric approachcredibility premiumnon-parametric approachquadratic credibility

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• A generalization of the credibility theory obtained by using the weighted balanced loss function
• On estimation with balanced loss functions
• Estimation of a normal mean relative to balanced loss functions
• On estimation with weighted balanced-type loss function
• A course in credibility theory and its applications